-87.2%
MSTU vs BRO
-3.6%
-83.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.5% | +5.9% | +11.5% |
| 7D | -4.8% | +12.4% | -17.3% | -1.5% |
| 30D | -29.6% | +21.6% | -51.1% | -25.6% |
| 3M | +69.4% | +4.3% | +65.1% | +71.0% |
| 6M | -62.2% | +29.2% | -91.4% | -57.4% |
| YTD | -61.1% | -6.4% | -54.7% | -60.3% |
| 1Y | -87.2% | -5.3% | -81.9% | -87.0% |
| All | -87.2% | -3.6% | -83.6% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling